Preparation
Step 1
Heat oven to 350 degrees. Pat the rabbit legs dry, and season with salt and pepper. Place a large Dutch oven over high heat, and heat oil until shimmering. Sear the rabbit legs until browned on both sides. Transfer to a plate.

Step 2
Reduce the heat to medium-low, add the shallots to the pan, and sauté until tender but not browned, 2 to 3 minutes. Add the cornichons, brine and vinegar, raise heat and bring to a simmer. Return the rabbit legs to the pan with any accumulated juices. Add enough chicken stock to come to within about ½ inch of covering the legs. Bring to a boil, then remove from heat.

Step 3
Cover the pan and bake until the rabbit meat is tender and the leg joint bends easily, about 45 minutes.

Step 4
Transfer legs to a plate and keep warm. Skim cornichons and shallots from the sauce and set aside. Return pan to medium-high heat, and boil until sauce is reduced by about half. Whisk in butter a piece at a time, and adjust salt and pepper to taste. Return rabbit, cornichons and shallots to the pan until just reheated. Stir in parsley. To serve, place 2 legs on each plate, and top with some shallots, cornichons and sauce.